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subject:"Volatility"
type_genre:"Article in journal"
~person:"Diebold, Francis X."
~source:"econis"
~subject:"Effizienzmarkthypothese"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Volatility
Effizienzmarkthypothese
Estimation theory
32
Schätztheorie
32
Theorie
24
Theory
24
Capital income
8
Estimation
8
Kapitaleinkommen
8
Schätzung
8
Time series analysis
8
Zeitreihenanalyse
8
Exchange rate
7
USA
7
United States
7
Volatilität
7
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Correlation
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Forecasting model
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Statistical theory
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Deutschland
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Japan
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Regression analysis
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Regressionsanalyse
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Währungsderivat
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Dynamic regressions
2
Efficient market hypothesis
2
Interest rate parity
2
Risikoprämie
2
Risk premium
2
Structural break
2
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2
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English
9
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Diebold, Francis X.
Kumar, Dilip
16
Todorov, Viktor
16
Maheswaran, S.
15
Koopman, Siem Jan
14
Li, Jia
14
Tauchen, George Eugene
14
Teräsvirta, Timo
14
Andersen, Torben
10
Hafner, Christian M.
10
Härdle, Wolfgang
9
Lucas, André
9
Rodriguez, Gabriel
9
Brandt, Michael W.
8
Gouriéroux, Christian
8
Li, Yingying
8
Linton, Oliver
8
Liu, Zhi
8
Silvennoinen, Annastiina
8
Bibinger, Markus
7
Daníelsson, Jón
7
Francq, Christian
7
Ghysels, Eric
7
Kim, Donggyu
7
Mykland, Per A.
7
Spokojnyj, Vladimir G.
7
Bollerslev, Tim
6
Clements, Adam
6
Hautsch, Nikolaus
6
Jasiak, Joann
6
Leon-Gonzalez, Roberto
6
Reiß, Markus
6
Sibbertsen, Philipp
6
Taylor, Robert
6
Wang, Yazhen
6
Zakoïan, Jean-Michel
6
Alizadeh, Sassan
5
Amado, Cristina
5
Bauwens, Luc
5
Cavaliere, Giuseppe
5
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Rodney L. White Center for Financial Research
2
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Working papers / Rodney L. White Center for Financial Research
2
Financial Institutions Center
1
Journal of international money and finance
1
Technical working paper / National Bureau of Economic Research
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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1
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
-
This draft: November 3, 2022
Persistent link: https://www.econbiz.de/10013502181
Saved in:
2
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
3
On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
Saved in:
4
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
5
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
6
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
7
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
8
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
Saved in:
9
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
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